CME British Pound Future March 2010
| Trading Metrics calculated at close of trading on 21-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1.6355 |
1.6287 |
-0.0068 |
-0.4% |
1.6051 |
| High |
1.6363 |
1.6306 |
-0.0057 |
-0.3% |
1.6349 |
| Low |
1.6237 |
1.6117 |
-0.0120 |
-0.7% |
1.6027 |
| Close |
1.6281 |
1.6203 |
-0.0078 |
-0.5% |
1.6253 |
| Range |
0.0126 |
0.0189 |
0.0063 |
50.0% |
0.0322 |
| ATR |
0.0163 |
0.0165 |
0.0002 |
1.1% |
0.0000 |
| Volume |
167,277 |
119,134 |
-48,143 |
-28.8% |
500,030 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6776 |
1.6678 |
1.6307 |
|
| R3 |
1.6587 |
1.6489 |
1.6255 |
|
| R2 |
1.6398 |
1.6398 |
1.6238 |
|
| R1 |
1.6300 |
1.6300 |
1.6220 |
1.6255 |
| PP |
1.6209 |
1.6209 |
1.6209 |
1.6186 |
| S1 |
1.6111 |
1.6111 |
1.6186 |
1.6066 |
| S2 |
1.6020 |
1.6020 |
1.6168 |
|
| S3 |
1.5831 |
1.5922 |
1.6151 |
|
| S4 |
1.5642 |
1.5733 |
1.6099 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7176 |
1.7036 |
1.6430 |
|
| R3 |
1.6854 |
1.6714 |
1.6342 |
|
| R2 |
1.6532 |
1.6532 |
1.6312 |
|
| R1 |
1.6392 |
1.6392 |
1.6283 |
1.6462 |
| PP |
1.6210 |
1.6210 |
1.6210 |
1.6245 |
| S1 |
1.6070 |
1.6070 |
1.6223 |
1.6140 |
| S2 |
1.5888 |
1.5888 |
1.6194 |
|
| S3 |
1.5566 |
1.5748 |
1.6164 |
|
| S4 |
1.5244 |
1.5426 |
1.6076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.6454 |
1.6117 |
0.0337 |
2.1% |
0.0153 |
0.9% |
26% |
False |
True |
118,993 |
| 10 |
1.6454 |
1.5890 |
0.0564 |
3.5% |
0.0159 |
1.0% |
55% |
False |
False |
108,646 |
| 20 |
1.6454 |
1.5825 |
0.0629 |
3.9% |
0.0159 |
1.0% |
60% |
False |
False |
86,560 |
| 40 |
1.6731 |
1.5825 |
0.0906 |
5.6% |
0.0176 |
1.1% |
42% |
False |
False |
63,395 |
| 60 |
1.6850 |
1.5825 |
0.1025 |
6.3% |
0.0162 |
1.0% |
37% |
False |
False |
42,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7109 |
|
2.618 |
1.6801 |
|
1.618 |
1.6612 |
|
1.000 |
1.6495 |
|
0.618 |
1.6423 |
|
HIGH |
1.6306 |
|
0.618 |
1.6234 |
|
0.500 |
1.6212 |
|
0.382 |
1.6189 |
|
LOW |
1.6117 |
|
0.618 |
1.6000 |
|
1.000 |
1.5928 |
|
1.618 |
1.5811 |
|
2.618 |
1.5622 |
|
4.250 |
1.5314 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.6212 |
1.6286 |
| PP |
1.6209 |
1.6258 |
| S1 |
1.6206 |
1.6231 |
|